Primary read
Volatility
Volatility expansion watch
Ticker Options Intelligence
OTLY options intelligence
Oatly Group AB ADR options pressure, expected move, strike concentration, and Sharemaestro trend context.
Conviction
50
Market data through 29 Jul 2026
Checked 30 Jul 2026 02:50 · complete available chain
Volatility expansion watch
Volatility pressure
OTLY currently carries volatility options pressure with a 50/100 conviction score. The nearest-chain expected move is 24.7%, with volume/open-interest participation at 0.02.
Expected move
24.7%
Wider near-term move priced
Activity / OI
0.02
Current volume is quieter versus prior open interest
Put-call
1.49
Put-side skew
Trend fit
95
Options agree with trend context
Weekly backdrop
+33.2%
RS -2.9
Expected move
24.7%
Put-call volume
1.49
Volume / OI
0.02
Reference IV
0.98
Max pain
11.00
Underlying
13.37
Nearest expiry
21 Aug 2026
Contracts
182
Options Intent Radar
Volatility expansion bet
The strongest message is movement risk: expected move and implied volatility are carrying more signal than direction.
Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.
Volatility expansion bet matters because it connects the options headline to the actual evidence: $8830 of estimated gross traded notional, calls · 91+ days · itm, and a volatility flow versus price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.
Options pressure-19
1W price+33.2%
Call premium71%
Put premium29%
Notional split
C 71% / P 29%
Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness
0.02
Volume divided by open interest across the visible chain.
Trend fit
95/100
Agreement between options pressure and Sharemaestro market context.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction.
Calls · 91+ days · ITM
calls cluster with 7 contracts traded, $3115 estimated gross traded notional, and 35% of visible notional.
$3115
Calls · 46-90 days · OTM
calls cluster with 23 contracts traded, $2175 estimated gross traded notional, and 25% of visible notional.
$2175
Puts · 46-90 days · OTM
puts cluster with 45 contracts traded, $1230 estimated gross traded notional, and 14% of visible notional.
$1230
Puts · 91+ days · ITM
puts cluster with 1 contracts traded, $1160 estimated gross traded notional, and 13% of visible notional.
$1160
Calls · 22-45 days · OTM
calls cluster with 4 contracts traded, $610 estimated gross traded notional, and 7% of visible notional.
$610
Setup Classification
Opportunity and risk frame
Positioning agrees with the Sharemaestro trend backdrop.
The tape is pricing or displaying unusually elevated activity.
Expected move or upcoming earnings makes the setup more event-sensitive.
Activity Anomaly
Normal range
Activity is broadly in line with recent stored snapshots.
Volume rank0th
Volume/OI rank0th
IV rank100th
Market Context
Underlying confirmation
Close13.37
1W+33.2%
RS-2.9
Fair value-13.8%
Options pressure-19
Speculation37
Volatility96
Trend fit95
Today Versus Normal
Stored-options context
30d avg 23.9% · 1 read
100th
90d avg 23.9% · 1 read
100th
180d avg 23.9% · 1 read
100th
30d avg 0.68 · 1 read
100th
90d avg 0.68 · 1 read
100th
180d avg 0.68 · 1 read
100th
30d avg 0.06 · 1 read
100th
90d avg 0.06 · 1 read
100th
180d avg 0.06 · 1 read
100th
30d avg 0.06 · 1 read
0th
90d avg 0.06 · 1 read
0th
180d avg 0.06 · 1 read
0th
Pressure Trail
Recent pressure and volatility
29 Jul 11:36
Volatility
Pressure 89
Move 23.9%
30 Jul 01:50
Volatility
Pressure -19
Move 24.7%
Strike Map
Where activity is clustering
Strike1.00
Calls · V 0 · OI 0
Puts · V 0 · OI 4
Strike2.00
Calls · V 0 · OI 0
Puts · V 0 · OI 3
Strike3.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike4.00
Calls · V 0 · OI 0
Puts · V 2 · OI 1
Strike5.00
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike6.00
Calls · V 0 · OI 0
Puts · V 0 · OI 10
Strike7.00
Calls · V 0 · OI 0
Puts · V 0 · OI 8
Strike8.00
Calls · V 0 · OI 9
Puts · V 0 · OI 150
Term Structure
Expiration activity
Expiry21 Aug 2026
Contracts50
Avg IV0.98
Put-call1.50
Expiry18 Sep 2026
Contracts46
Avg IV0.98
Put-call1.88
Expiry18 Dec 2026
Contracts38
Avg IV0.89
Put-call-
Expiry19 Mar 2027
Contracts48
Avg IV0.80
Put-call-
Skew
Call/put IV balance
21 Aug 2026Call IV premium
Call IV0.82
Put IV0.33
Skew-0.50
18 Sep 2026Put IV premium
Call IV0.76
Put IV1.25
Skew0.50
18 Dec 2026Put IV premium
Call IV0.82
Put IV1.10
Skew0.27
19 Mar 2027Put IV premium
Call IV0.70
Put IV0.99
Skew0.29
Contract Tape
Most active contracts
ContractOTLY260918P00011000
SidePut
Expiry18 Sep 2026
Strike11.00
Volume40
OI55
IV0.41
ContractOTLY260918C00018000
SideCall
Expiry18 Sep 2026
Strike18.00
Volume18
OI4
IV0.75
ContractOTLY261218C00012000
SideCall
Expiry18 Dec 2026
Strike12.00
Volume7
OI126
IV0.71
ContractOTLY260821C00015000
SideCall
Expiry21 Aug 2026
Strike15.00
Volume4
OI157
IV0.90
ContractOTLY260918P00005000
SidePut
Expiry18 Sep 2026
Strike5.00
Volume2
OI150
IV1.23
ContractOTLY260821P00009000
SidePut
Expiry21 Aug 2026
Strike9.00
Volume2
OI87
IV0.92
ContractOTLY260918C00017000
SideCall
Expiry18 Sep 2026
Strike17.00
Volume2
OI11
IV0.95
ContractOTLY260918P00003000
SidePut
Expiry18 Sep 2026
Strike3.00
Volume2
OI1
IV1.78
Research Graph
Related research and context
Sharemaestro research
Related News
No recent ticker-specific news yet.
Market Watch
No recent market-watch posts yet.
Earnings
No upcoming matched earnings event.
Plain English Guide
Options context
What usually looks constructive
What usually looks cautious
Options can move quickly and can lose value fast. Treat this as research context, not a buy or sell instruction.